+139.3%
HOOD vs SHOP
-0.5%
+139.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +1.9% |
| 7D | -0.6% | -2.7% | +2.0% | +0.5% |
| 30D | -23.6% | -11.0% | -12.6% | -18.9% |
| 3M | -10.7% | +0.3% | -11.0% | -11.5% |
| 6M | +8.2% | +37.7% | -29.6% | -11.9% |
| YTD | -26.3% | -5.5% | -20.8% | -27.9% |
| 1Y | -36.1% | -0.2% | -35.9% | -39.0% |
| 3Y | +950.7% | +151.9% | +798.8% | +485.7% |
| 5Y | +127.0% | -2.2% | +129.2% | +101.1% |
| All | +139.3% | -0.5% | +139.8% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHOP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling